I know saunas are widely used at the Environmental health center in Dallas for people with chemical sensitivities (this is is a very big treatment center for people with MCS). I have read a lot on the topic and know some people who claim they feel better with saunas and they take saunas regularly and also after exposures. I bought a sauna that I have yet to set up. I do know that they take a lot of minerals out of you, so it is important to supplement, and Sherry Rogers book outlines a number of supplements that are good to take right before and right afterwards. I don't know about studies though specific to mercury.